Share price$63.10
1D+2.3%
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Market dataready · fetched 2026-10-21T16:58:19.458Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T16:57:27.591568203Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 68.58 | 125.8% | 9.7% | 58.06 | 142.8% | 9.2% |
| 25Δ | 67.52 | 126.1% | 8.3% | 59.26 | 136.2% | 7.7% |
| 30Δ | 66.72 | 131.2% | 7.5% | 60.15 | 137.4% | 6.7% |
| 35Δ | 65.98 | 137.4% | 6.8% | 60.94 | 142.8% | 6.1% |
| 40Δ | 65.07 | 135.5% | 5.8% | 61.87 | 130.1% | 4.9% |
| 45Δ | 64.23 | 134.5% | 5.0% | 62.66 | 137.8% | 4.4% |
| 50Δ | 63.43 | 134.1% | 4.2% | 63.44 | 137.4% | 3.8% |
| 55Δ | 62.64 | 130.9% | 3.5% | 64.25 | 136.9% | 3.2% |
| 60Δ | 61.88 | 129.9% | 2.9% | 65.05 | 134.7% | 2.7% |
| 65Δ | 61.12 | 128.2% | 2.4% | 65.90 | 134.0% | 2.2% |
| 70Δ | 59.98 | 146.2% | 2.2% | 66.79 | 133.1% | 1.8% |
| 75Δ | 59.26 | 136.8% | 1.6% | 67.74 | 131.9% | 1.4% |
| 80Δ | 58.28 | 135.6% | 1.2% | 68.97 | 134.4% | 1.0% |
| Date | IV |
|---|---|
| 185.29% | |
| 168.40% | |
| 178.12% | |
| 183.31% | |
| 191.97% | |
| 179.63% | |
| 173.85% | |
| 190.44% | |
| 149.50% | |
| 137.55% | |
| 122.11% | |
| 121.22% | |
| 120.08% | |
| 111.98% | |
| 110.72% | |
| 111.72% | |
| 110.71% | |
| 111.94% | |
| 111.05% | |
| 110.20% | |
| 101.12% | |
| 109.76% | |
| 110.82% | |
| 117.86% | |
| 107.04% | |
| 90.60% | |
| 97.03% | |
| 97.11% | |
| 97.61% | |
| 94.44% | |
| 94.68% | |
| 108.40% | |
| 103.97% | |
| 105.67% | |
| 93.88% | |
| 103.40% | |
| 105.68% | |
| 107.32% | |
| 103.64% | |
| 97.25% | |
| 116.13% | |
| 109.14% | |
| 105.19% | |
| 105.73% | |
| 99.96% | |
| 103.28% | |
| 100.67% | |
| 102.43% | |
| 98.32% | |
| 87.32% | |
| 88.94% | |
| 90.04% | |
| 94.32% | |
| 100.30% | |
| 92.07% | |
| 95.41% | |
| 104.95% | |
| 115.32% | |
| 118.18% | |
| 115.53% | |
| 118.65% | |
| 123.46% |